-2.6%
SLB vs BAH
+1,056.2%
-1,058.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.6% |
| 7D | -7.1% | -3.5% | -3.6% | -6.3% |
| 30D | +4.1% | +24.3% | -20.2% | -1.6% |
| 3M | -2.6% | +16.3% | -19.0% | -6.7% |
| 6M | -8.6% | +13.6% | -22.1% | -12.2% |
| YTD | +32.2% | +3.5% | +28.7% | +28.4% |
| 1Y | +40.7% | +2.7% | +38.0% | +36.8% |
| 3Y | -4.5% | -26.6% | +22.0% | -2.5% |
| 5Y | +66.4% | +8.5% | +57.8% | +49.6% |
| 10Y | -15.1% | +225.1% | -240.2% | -43.7% |
| All | -2.6% | +1,056.2% | -1,058.8% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling